Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets

by Brian F. Tivnan, David Slater, James R. Thompson, Tobin A. Bergen-Hill, Carl D. Burke, Shaun M. Brady, Matthew T. K. Koehler, Matthew T. McMahon, Brendan F. Tivnan, Jason G. Veneman
Published 2018-10-01

Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30.

by Brian F Tivnan, David Rushing Dewhurst, Colin M Van Oort, John H Ring, Tyler J Gray, Brendan F Tivnan, Matthew T K Koehler, Matthew T McMahon, David M Slater, Jason G Veneman, Christopher M Danforth
Published 2020-01-01